<SEC-DOCUMENT>0000891092-13-006496.txt : 20130725
<SEC-HEADER>0000891092-13-006496.hdr.sgml : 20130725
<ACCEPTANCE-DATETIME>20130725155037
ACCESSION NUMBER:		0000891092-13-006496
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20130531
FILED AS OF DATE:		20130725
DATE AS OF CHANGE:		20130725
EFFECTIVENESS DATE:		20130725

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.
		CENTRAL INDEX KEY:			0001222401
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21318
		FILM NUMBER:		13986358

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		800-441-7762

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK CORPORATE HIGH YIELD FUND VI INC
		DATE OF NAME CHANGE:	20061018

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CORPORATE HIGH YIELD FUND VI INC
		DATE OF NAME CHANGE:	20030917

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CORPORATE HIGH YIELD VI
		DATE OF NAME CHANGE:	20030310
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>e54663nq.htm
<DESCRIPTION>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<P STYLE="margin: 0"></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in"><FONT STYLE="vertical-align: baseline"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><FONT STYLE="font-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0.5in"><FONT STYLE="font-weight: normal; vertical-align: baseline">SECURITIES
AND EXCHANGE COMMISSION </FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><FONT STYLE="font-weight: normal; vertical-align: baseline">Washington,
D.C. 20549</FONT></P>

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

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

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><B>QUARTERLY SCHEDULE OF PORTFOLIO
HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-align: center; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number 811-21318</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Corporate
High Yield Fund VI, Inc. (HYT)</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;&#9;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Fund Address: 100 Bellevue Parkway,
Wilmington, DE 19809</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name and address of agent for service:
John M. Perlowski, Chief Executive Officer, BlackRock Corporate High Yield Fund VI, Inc., 55 East 52<SUP>nd</SUP> Street, New York,
NY 10055</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Registrant&rsquo;s telephone number,
including area code: (800) 882-0052, Option 4</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2013</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 05/31/2013</P>

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt">Item 1 &ndash; Schedule of Investments</P>


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    CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"></FONT><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">May
    31, 2013 (Unaudited)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Common
    Stocks </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Auto
    Components &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delphi
    Automotive Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">668,697</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Goodyear Tire &amp; Rubber Co. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">38,842</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">588,068</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,256,765</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Automobiles
    &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">General
    Motors Co. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">183,621</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,222,916</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Biotechnology
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ironwood
    Pharmaceuticals, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,018</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147,090</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Capital
    Markets &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Capital Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">562,613</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,499,631</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">E*Trade
    Financial Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">116,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,351,406</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Uranium
    Participation Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">54,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">267,010</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,118,047</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Chemicals
    &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ADA-ES,
    Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">104,953</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CF
    Industries Holdings, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">572,880</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Huntsman
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,310,930</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,988,763</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Commercial
    Banks &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CIT
    Group, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">51,084</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,353,951</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Communications
    Equipment &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Loral
    Space &amp; Communications Ltd.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">21,531</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,296,597</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Financial Services &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bank
    of America Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">84,360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,152,357</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,119</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">682,057</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kcad
    Holdings I Ltd.</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">461,295,490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,993,808</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,828,222</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Telecommunication Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Broadview
    Networks Holdings, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">54,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">343,980</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Communications, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">34,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745,764</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,089,744</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Electrical
    Equipment &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Medis
    Technologies Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">116,910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Energy
    Equipment &amp; Services &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laricina
    Energy Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,588</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,376,724</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Osum
    Oil Sands Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">124,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,682,047</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,058,771</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Hotels,
    Restaurants &amp; Leisure &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">69,602</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,008,533</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,744,815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,430,748</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,439,281</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Household
    Durables &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MDC
    Holdings, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">185,550</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Common
    Stocks </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Household
    Durables (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Meritage
    Homes Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">241,536</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PulteGroup,
    Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">194,310</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">621,396</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Insurance
    &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    International Group, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105,016</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,669,011</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Belo
    Corp., Class A</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">36,341</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">407,746</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cablevision
    Systems Corp., Class A</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,022,868</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Outdoor Holdings, Inc., Class A (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,553</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">124,719</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,555,333</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Metals
    &amp; Mining &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">African
    Minerals Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">72,301</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">276,605</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Peninsula
    Energy Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,756,996</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">322,540</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">599,145</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Oil,
    Gas &amp; Consumable Fuels &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">African
    Petroleum Corp. Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">307,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">55,843</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Paper
    &amp; Forest Products &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ainsworth
    Lumber Co. Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">773,706</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,828,402</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ainsworth
    Lumber Co. Ltd. (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221,591</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">807,923</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NewPage
    Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,273,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Western
    Forest Products, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">78,039</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">97,102</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,006,427</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Semiconductors
    &amp; Semiconductor Equipment &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Freescale
    Semiconductor Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,695</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">106,584</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NXP
    Semiconductors NV (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,683</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">452,971</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spansion,
    Inc., Class A (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">52,211</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">715,291</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SunPower
    Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">431</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,318</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,283,164</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Software
    &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bankruptcy
    Management Solutions, Inc. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">787</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HMH
    Holdings/EduMedia (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">31,742</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">839,582</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">839,582</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Wireless
    Telecommunication Services &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Castle International Corp. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">15,414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,098,247</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SBA
    Communications Corp., Class A (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">15,414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,160,212</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,258,459</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Common Stocks &ndash; 11.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">51,688,508</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><br><br><br><FONT STYLE="font-size: 8pt">&nbsp;</FONT></FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 2; Options: NewSection; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Aerospace
    &amp; Defense &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bombardier,
    Inc., 4.25%,  1/15/16 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">940</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">972,900</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Huntington
    Ingalls Industries, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    3/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">283,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    3/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">449,975</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kratos
    Defense &amp; Security Solutions, Inc., 10.00%, 6/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,274</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,388,660</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Meccanica
    Holdings USA, Inc., 6.25%, 7/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">284</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">298,286</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,393,221</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Airlines
    &mdash; 2.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Air
    Canada Pass-Through Trust, Series 2013-1, Class C, 6.63%, 5/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">438</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">448,862</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 4/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,014</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,069,480</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Airlines Pass-Through Trust:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    1997-4, Class B, 6.90%, 7/02/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">538</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">563,287</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2010-1, Class B, 6.00%, 7/12/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">593,959</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-3, Class C, 6.13%, 4/29/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,506,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delta
    Air Lines Pass-Through Trust:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2002-1, Class G-1 6.72%, 7/02/24 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,003,352</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2009-1, Class B 9.75%, 6/17/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">272</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310,454</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2010-1, Class B 6.38%, 7/02/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">940,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Airways Group, Inc., 6.13%, 6/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">496,613</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Airways Pass-Through Trust:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2011-1, Class C, 10.88%, 10/22/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">715</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">769,121</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-1, Class C, 9.13%, 10/01/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">703,091</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-2, Class B, 6.75%, 12/03/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">655,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-2, Class C, 5.45%, 6/03/18 (c)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,182,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-1, Class B, 5.38%, 11/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,505,287</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,748,256</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Auto
    Components &mdash; 2.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Affinia
    Group, Inc., 7.75%, 5/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,046</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,087,840</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brighthouse
    Group Ltd., 7.88%, 5/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">154,979</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Rubber of America Corp., 4.50%, 9/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">311,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Auto
    Components (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dana
    Holding Corp., 6.75%, 2/15/21 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">752,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delphi
    Corp., 6.13%, 5/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">115</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">126,931</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GKN
    Holdings PLC, 5.38%, 9/19/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498,672</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Icahn
    Enterprises LP, 8.00%, 1/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,690</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,971,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IDQ
    Holdings, Inc., 11.50%, 4/01/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">595</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">664,169</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jaguar
    Land Rover Plc, 8.25%, 3/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,279,106</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Schaeffler
    Finance BV, 4.25%, 5/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">202</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">265,831</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Servus
    Luxembourg Holdings SCA, 7.75%, 6/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">438</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571,425</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Titan
    International, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">720</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">770,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">760</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">813,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,267,703</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Beverages
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    European Holdings SA, 7.13%, 8/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">50</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,349</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Refresco
    Group BV, 7.38%, 5/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,008</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,357</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Building
    Products &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">715</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">723,938</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Builders
    FirstSource, Inc., 7.63%, 6/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">623</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">626,115</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Building
    Materials Corp. of America (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    2/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">898,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    5/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,320,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cemex
    SAB de CV, 5.88%, 3/25/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">353,225</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Momentive
    Performance Materials, Inc., 8.88%, 10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,174</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,264,985</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Texas
    Industries, Inc., 9.25%, 8/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">362</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400,915</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USG
    Corp., 9.75%, 1/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,295,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,883,878</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Capital
    Markets &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">E*Trade
    Financial Corp., 0.00%, 8/31/19 (b)(d)(e)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">380</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">431,300</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuveen
    Investments, Inc., 9.13%, 10/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">729</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">765,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,196,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Chemicals
    &mdash; 3.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Axiall
    Corp., 4.88%, 5/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">167</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">167,835</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 3; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Chemicals
    (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Basell
    Finance Co. BV, 8.10%, 3/15/27 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">874,219</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Celanese
    US Holdings LLC, 5.88%, 6/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,288</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,420,020</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Eagle
    Spinco, Inc., 4.63%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">576</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580,320</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Huntsman
    International LLC, 8.63%, 3/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">265</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">296,137</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    Finance Plc, 7.50%, 5/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">647,525</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    Group Holdings SA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    8/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">463</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">586,739</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    8/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">462,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kraton
    Polymers LLC, 6.75%, 3/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">195</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">204,263</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LyondellBasell
    Industries NV, 5.75%, 4/15/24 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,050</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,711,920</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nexeo
    Solutions LLC, 8.38%, 3/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">145</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">145,725</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nufarm
    Australia Ltd., 6.38%, 10/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">358,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Orion
    Engineered Carbons Bondco GmbH (FKA Kinove German Bondco GmbH), 10.00%, 6/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">532</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">767,384</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PetroLogistics
    LP/PetroLogistics Finance Corp., 6.25%,  4/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">264</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">265,980</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PolyOne
    Corp., 7.38%, 9/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">335</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">369,337</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rockwood
    Specialties Group, Inc., 4.63%, 10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,269,900</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tronox
    Finance LLC, 6.38%, 8/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">377,280</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Coatings Acquisition, Inc./Flash Dutch 2 BV:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    2/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">135,174</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,221,708</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Commercial
    Banks &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CIT
    Group, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.25%,
    3/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">860</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">924,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    4/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">399,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    2/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,255,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    8/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">353</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">375,945</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    4/01/36 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">850</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">844,349</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,799,869</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Commercial
    Services &amp; Supplies &mdash; 2.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ADS
    Waste Holdings, Inc., 8.25%, 10/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">431</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">462,248</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp., 5.75%,  3/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,005</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,040,175</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aviation
    Capital Group Corp., 6.75%, 4/06/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">931,857</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Commercial
    Services &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AWAS
    Aviation Capital Ltd., 7.00%, 10/17/16 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">134</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">140,114</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brickman
    Group Holdings, Inc., 9.13%, 11/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">43</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">46,548</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Casella
    Waste Systems, Inc., 7.75%, 2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">83</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">79,680</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Catalent
    Pharma Solutions, Inc., 7.88%, 10/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">959</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">973,385</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Covanta
    Holding Corp., 6.38%, 10/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">985</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,062,537</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EC
    Finance Plc, 9.75%, 8/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">677</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">954,901</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mead
    Products LLC/ACCO Brands Corp., 6.75%, 4/30/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">117</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">122,850</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mobile
    Mini, Inc., 7.88%, 12/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">570</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">631,275</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">TransUnion
    LLC/TransUnion Financing Corp., 11.38%, 6/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">99</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">111,870</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UR
    Merger Sub Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    7/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">398</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">424,865</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">740,812</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.25%,
    2/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">718</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">795,185</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    4/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,359</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,720,092</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    6/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">295</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">309,013</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Verisure
    Holding AB:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    9/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">394,961</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    12/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">192,408</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">West
    Corp., 8.63%, 10/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">230,475</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,365,251</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Communications
    Equipment &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alcatel-Lucent
    USA, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    1/15/28 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">90</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">71,550</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.45%,
    3/15/29 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">288</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">231,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Avaya,
    Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    4/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">391,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.50%,
    3/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,496</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,256,640</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CommScope
    Holding Co., Inc., 6.63%, 6/01/20 (b)(f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">740</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">730,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zayo
    Group LLC/Zayo Capital, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    1/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,480</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,642,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.13%,
    7/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,960</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,278,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,603,010</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Computers
    &amp; Peripherals &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EMC
    Corp., Series B, 1.75%, 12/01/13 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">307</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">474,699</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SanDisk
    Corp., 1.50%,    8/15/17 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590,459</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,065,158</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Construction
    &amp; Engineering &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Boart
    Longyear Management Property Ltd., 7.00%,   4/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">297,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 4; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Construction
    &amp; Engineering (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">H&amp;E
    Equipment Services, Inc., 7.00%, 9/01/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">687</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">741,960</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Safway
    Group Holding LLC/Safway Finance Corp., 7.00%,  5/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">363</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">364,815</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Weekley
    Homes LLC, 6.00%, 2/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">249,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,653,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Construction
    Materials &mdash; 2.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Buzzi
    Unicem SpA, 6.25%, 9/28/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">213</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305,196</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HD
    Supply, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,023</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,575,530</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.00%,
    4/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,335</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,804,918</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    7/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,425</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,630,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.50%,
    7/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">951,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HeidelbergCement
    AG, 7.50%, 4/03/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">83</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">133,026</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,400,920</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Consumer
    Finance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Acceptance Corp., 9.13%, 2/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">766,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IVS
    F. SpA, 7.13%, 4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">433,207</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Springleaf
    Finance, 6.90%, 12/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">165,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,365,807</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Containers
    &amp; Packaging &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ardagh
    Packaging Finance Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,723</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">279,446</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">474</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">662,287</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.13%,
    10/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">517,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.13%,
    10/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">615</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">673,425</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    11/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,265,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.88%,
    11/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">474</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">472,815</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    11/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">472,589</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Berry
    Plastics Corp., 9.75%, 1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">280</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">323,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Beverage
    Packaging Holdings Luxembourg II SA, 8.00%, 12/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">882</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,146,379</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">26</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">28,405</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Americas LLC/Crown Americas Capital Corp. IV, 4.50%, 1/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">40,078</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GCL
    Holdings SCA, 9.38%, 4/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">581,144</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Graphic
    Packaging International, Inc., 7.88%, 10/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">636,550</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Containers
    &amp; Packaging (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OI
    European Group BV, 4.88%, 3/31/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">719,866</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pactiv
    LLC, 7.95%, 12/15/25 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">677</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">643,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tekni-Plex,
    Inc., 9.75%,   6/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">614</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">687,680</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,289,812</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Distributors
    &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">VWR
    Funding, Inc., 7.25%, 9/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,126</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,264,190</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Consumer Services &mdash; 2.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">APX
    Group, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    12/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,527</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,523,183</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    12/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">924</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">937,860</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laureate
    Education, Inc., 9.25%, 9/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,930</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,161,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Service
    Corp. International, 7.00%, 6/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,425</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,055,562</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ServiceMaster
    Co., 8.00%, 2/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">295</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">303,481</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,981,686</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Financial Services &mdash; 5.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aircastle
    Ltd.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    4/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">632,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    12/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">541,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ally
    Financial, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    12/31/13 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">722,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    11/01/31 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">396,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    11/01/31 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,775</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,449,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CNG
    Holdings, Inc., 9.38%, 5/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">437,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Co-Operative
    Group Ltd. (g):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    7/08/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">564,988</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    7/08/26 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">153,231</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DPL,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    10/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">506,425</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    10/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,452,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gala
    Group Finance Plc, 8.88%, 9/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">802</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,309,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">General
    Motors Financial Co., Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2.75%,
    5/15/16 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">812</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810,782</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.25%,
    5/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">469</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">464,896</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    6/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">524,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    5/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">126,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GETCO
    Financing Escrow LLC, 8.25%, 6/15/18 (b)(c)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">351</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">343,103</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jefferies
    Finance LLC/JFIN Co-Issuer Corp., 7.38%,    4/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">785</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">788,925</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jefferies
    LoanCore LLC/JLC Finance Corp., 6.88%,  6/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">902</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904,255</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Leucadia
    National Corp., 8.13%, 9/15/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,232</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,398,320</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 5; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Financial Services (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Reynolds
    Group Issuer, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    4/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">585</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">623,025</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">945,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    8/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">485</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">531,075</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    8/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">775</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">844,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,740,275</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WMG
    Acquisition Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.50%,
    10/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">656</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">774,080</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    1/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">409</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">431,495</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">27,419,175</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Telecommunication Services &mdash; 2.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Broadview
    Networks Holdings, Inc., 10.50%, 11/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">857,850</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CenturyLink,
    Inc., Series V, 5.63%, 4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,147</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,185,711</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cequel
    Communications Holdings I LLC/Cequel Capital Corp., 5.13%, 12/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">655</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">642,719</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Consolidated
    Communications Finance Co., 10.88%, 6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">612,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Communications, Inc., 8.88%, 6/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">495</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">537,075</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    7/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,817</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,966,902</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">660</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">694,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.63%,
    7/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,452,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OTE
    Plc, 7.25%, 2/12/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">256</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345,380</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Telenet
    Finance V Luxembourg SCA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    8/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">444</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">606,082</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    8/15/24 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">893,669</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">tw
    telecom holdings, Inc., 5.38%, 10/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">476,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Windstream
    Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    8/01/13 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">703</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">708,272</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    11/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">627</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">721,050</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    8/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">123,438</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,823,048</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Electric
    Utilities &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Homer
    City Generation LP, 8.73%, 10/01/26 (f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">366,563</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mirant
    Mid Atlantic Pass-Through Trust, Series B, 9.13%, 6/30/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">511,714</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Tokyo Electric Power Co., Inc., 4.50%, 3/24/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,114,952</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,993,229</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Electrical
    Equipment &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Belden,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    9/01/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">570</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">585,675</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    4/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250,657</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">General
    Cable Corp., 5.75%, 10/01/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">978,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rexel
    SA, 5.13%, 6/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">406</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">551,708</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Electrical
    Equipment (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Techem
    GmbH:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    10/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">644</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904,002</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    10/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147,392</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">150,053</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trionista
    Holdco GmbH, 5.00%, 4/30/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">618</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">819,310</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trionista
    TopCo GmbH, 6.88%, 4/30/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">112</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147,755</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,535,052</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Electronic
    Equipment, Instruments &amp; Components &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jabil
    Circuit, Inc., 8.25%, 3/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">365</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">441,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Energy
    Equipment &amp; Services &mdash; 3.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Atwood
    Oceanics, Inc., 6.50%, 2/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">215</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">230,319</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Calfrac
    Holdings LP, 7.50%, 12/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">518</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">533,540</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CGG,
    7.75%, 5/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">395</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405,863</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CGG
    (FKA Compagnie G&eacute;n&eacute;rale de G&eacute;ophysique, Veritas), 6.50%, 6/01/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,945</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,032,525</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FTS
    International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,686</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,795,590</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Genesis
    Energy LP, 5.75%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">79</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">80,580</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gulfmark
    Offshore, Inc., 6.38%, 3/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">254,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hornbeck
    Offshore Services, Inc., 5.88%, 4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510,825</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MEG
    Energy Corp. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    3/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,327</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,408,445</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    1/30/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">348,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Oil
    States International, Inc., 6.50%, 6/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">781,187</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Peabody
    Energy Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    11/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,046</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,119,220</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,124</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,174,580</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    11/01/26 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">620,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75%,
    12/15/41 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">659</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">567,152</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Precision
    Drilling Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    11/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">120</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">128,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    12/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">493,350</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rain
    CII Carbon LLC/CII Carbon Corp., 8.25%, 1/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">364</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">389,480</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Seadrill
    Ltd., 5.63%, 9/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,107</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,159,675</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tervita
    Corp., 8.00%,    11/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">595,125</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,629,756</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Food
    &amp; Staples Retailing &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bakkavor
    Finance 2 Plc, 8.25%, 2/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">502</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">791,341</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">R&amp;R
    Ice Cream PLC, 9.25%, 5/15/18 (f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">269,113</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 6; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Food
    &amp; Staples Retailing (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rite
    Aid Corp., 9.25%, 3/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">654,675</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zobele
    Holding SpA, 7.88%, 2/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">189,244</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,904,373</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Food
    Products &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Darling
    International, Inc., 8.50%, 12/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">201,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Del
    Monte Corp., 7.63%, 2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">94</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">97,408</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pinnacle
    Foods Finance LLC/Pinnacle Foods Finance Corp., 4.88%, 5/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">603</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605,261</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Post
    Holdings, Inc., 7.38%, 2/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">875</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">974,531</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Smithfield
    Foods, Inc., 6.63%, 8/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">729</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">829,238</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,708,038</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Equipment &amp; Supplies &mdash; 2.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Biomet,
    Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    8/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,132</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,296,430</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    10/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,338</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,379,725</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DJO
    Finance LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    3/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">586</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">647,530</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    4/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">165,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    4/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">713,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fresenius
    Medical Care US Finance, Inc., 5.75%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">489,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fresenius
    US Finance II, Inc., 9.00%, 7/15/15 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">850</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">977,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IDH
    Finance PLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    12/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">229,049</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    12/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">151,940</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kinetic
    Concepts, Inc./KCI USA, Inc., 12.50%, 11/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">871</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">897,130</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Teleflex,
    Inc., 6.88%, 6/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">491,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,439,179</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Providers &amp; Services &mdash; 7.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aviv
    Healthcare Properties LP, 7.75%, 2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">880</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">961,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Care
    UK Health &amp; Social Care Plc, 9.75%, 8/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">282</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">443,467</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CHS/Community
    Health Systems, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%,
    8/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,230,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    7/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">703</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">771,542</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ConvaTec
    Healthcare E SA, 7.38%, 12/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">694</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">965,168</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Newco 3 Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    2/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">158,777</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    2/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">912,969</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DaVita
    HealthCare Partners, Inc., 5.75%, 8/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,376</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,465,440</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HCA
    Holdings, Inc., 6.25%, 2/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,128</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,206,960</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Providers &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HCA,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.50%,
    4/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">223,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    2/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,255</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,797,512</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    2/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">430</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">468,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    9/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,675,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    3/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">987,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75%,
    5/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">608,475</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hologic,
    Inc., 6.25%, 8/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,901</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,031,694</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IASIS
    Healthcare LLC, 8.38%, 5/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">756</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">790,020</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INC
    Research LLC, 11.50%, 7/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">546</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">586,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">inVentiv
    Health, Inc., 9.00%, 1/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">970</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,033,050</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Omnicare,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,520</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,683,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.75%,
    4/01/42 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">447</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">543,943</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Symbion,
    Inc., 8.00%, 6/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">565,763</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tenet
    Healthcare Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,826</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,022,295</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    2/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">850,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.50%,
    4/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">723</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">710,347</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.38%,
    10/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">995</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">965,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vanguard
    Health Holding Co II LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    2/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">374</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">396,908</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    2/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">720</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">770,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Voyage
    Care Bondco Plc, 6.50%, 8/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">280</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">437,131</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">33,264,311</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Technology &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IMS
    Health, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12.50%,
    3/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,480</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,084,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    11/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">233,708</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,318,358</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Hotels,
    Restaurants &amp; Leisure &mdash; 2.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Carlson
    Wagonlit BV, 6.88%, 6/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">536,775</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cirsa
    Funding Luxembourg SA, 8.75%, 5/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">714</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">942,387</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Diamond
    Resorts Corp., 12.00%, 8/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,860</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,076,225</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Enterprise
    Inns Plc, 6.50%, 12/06/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">501</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">775,682</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gategroup
    Finance Luxembourg SA, 6.75%, 3/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">888,249</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Isle
    of Capri Casinos, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    3/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">80</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">86,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    3/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">337</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">335,315</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Little
    Traverse Bay Bands of Odawa Indians, 9.00%, 8/31/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">441</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">427,770</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MCE
    Finance Ltd., 5.00%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,044</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,044,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 7; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Hotels,
    Restaurants &amp; Leisure (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MTR
    Gaming Group, Inc., 11.50%, 8/01/19 (f)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">231</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">248,197</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Regal
    Entertainment Group, 5.75%, 2/01/25 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">401</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">399,997</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sisal
    Holding Istituto di Pagamento SpA, 7.25%, 9/30/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">131,925</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Six
    Flags Entertainment Corp., 5.25%, 1/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">918</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">922,590</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Station
    Casinos LLC, 7.50%, 3/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,176</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,279,360</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.40%,
    3/01/16 (h)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">116</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">110,052</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.88%,
    9/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">52</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">49,694</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tropicana
    Entertainment LLC, 9.63%, 12/15/14 (a)(i)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">515</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Unique Pub Finance Co. Plc, Series A3, 6.54%, 3/30/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">314,516</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wynn
    Las Vegas LLC, 5.38%, 3/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">117</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">123,142</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,692,276</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Household
    Durables &mdash; 2.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Algeco
    Scotsman Global Finance Plc, 9.00%, 10/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">206</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">274,496</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ashton
    Woods USA LLC, 6.88%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">352</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">364,760</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Beazer
    Homes USA, Inc., 6.63%, 4/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">55</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">59,606</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brookfield
    Residential Properties, Inc., 6.50%, 12/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">679,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jarden
    Corp., 7.50%, 1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">636,923</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">K.
    Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,622,487</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Libbey
    Glass, Inc., 6.88%, 5/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">851</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">921,207</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PH
    Holding LLC, 9.75%, 12/31/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">551,050</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pulte
    Group, Inc., 6.38%, 5/15/33 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">290</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">292,900</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RPG
    Byty Sro, 6.75%, 5/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">393</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">492,924</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Ryland Group, Inc., 6.63%, 5/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">585,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spie
    BondCo 3 SCA, 11.00%, 8/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">264</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">371,014</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Standard
    Pacific Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.75%,
    9/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,185</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,698,475</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.38%,
    1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,812,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Taylor
    Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">413</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">418,163</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">William
    Lyon Homes, Inc., 8.50%, 11/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">523,462</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,304,292</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Household
    Products &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ontex
    IV SA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    4/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">136,474</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    4/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300,242</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Household
    Products (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ontex
    IV SA (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">316</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">430,230</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spectrum
    Brands Escrow Corp. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    11/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">592</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">635,660</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    11/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">385</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">415,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spectrum
    Brands, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    6/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,626,187</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    3/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">148</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">159,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,703,693</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Independent
    Power Producers &amp; Energy Traders &mdash; 4.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    AES Corp., 4.88%, 5/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">40,283</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Calpine
    Corp., 7.50%, 2/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">72</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">78,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dynegy,
    Inc., 5.88%, 6/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">463</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">456,055</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Energy
    Future Intermediate Holding Co. LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    8/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,170</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,240,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.25%,
    12/01/18 (b)(f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">938,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.00%,
    12/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,936</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,482,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.00%,
    12/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,185,837</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12.25%,
    3/01/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,902</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,165,903</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GenOn
    REMA LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    B, 9.24%, 7/02/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">174</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">191,769</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    C, 9.68%, 7/02/26 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">688</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">749,920</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laredo
    Petroleum, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">866,363</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">632,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NRG
    Energy, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    1/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,016,062</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    3/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">84</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">88,830</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">QEP
    Resources, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.38%,
    10/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">513</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525,825</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.25%,
    5/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">395</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">398,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19,057,337</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Industrial
    Conglomerates &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sequa
    Corp., 7.00%, 12/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Insurance
    &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alliant
    Holdings I, Inc., 7.88%, 12/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,731</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,813,222</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CNO
    Financial Group, Inc., 6.38%, 10/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">346</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">374,978</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MPL
    2 Acquisition Canco, Inc., 9.88%, 8/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,045,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">TMF
    Group Holding B.V., 9.88%, 12/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">270</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">370,234</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,603,884</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Internet
    Software &amp; Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cerved
    Technologies SpA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">129,975</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">129,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">VeriSign,
    Inc., 4.63%, 5/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">437,175</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">696,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 8; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>IT
    Services &mdash; 4.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ceridian
    Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.25%,
    11/15/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">195</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200,850</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    7/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,945</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,217,300</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.00%,
    3/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,633,462</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Epicor
    Software Corp., 8.63%, 5/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">860</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">935,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Data Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    6/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,523</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,716,765</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    8/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">917,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    11/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,254</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,355,430</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.25%,
    1/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">171</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">181,260</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12.63%,
    1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">424</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">463,220</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.63%,
    6/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,138</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,143,690</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.75%,
    8/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">607</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">587,273</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SunGard
    Data Systems, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    11/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">894,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    11/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,305,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WEX,
    Inc., 4.75%, 2/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">759</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">757,102</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">18,308,452</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Machinery
    &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DH
    Services Luxembourg Sarl, 7.75%, 12/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">144</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">155,160</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Manitowoc Co., Inc., 5.88%, 10/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">735</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">781,856</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Navistar
    International Corp., 8.25%, 11/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">566</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">576,613</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SPX
    Corp., 6.88%, 9/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305,938</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Terex
    Corp., 6.00%, 5/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">730</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">771,975</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trinseo
    Materials Operating SCA, 8.75%, 2/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">631,622</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,223,164</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 10.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Affinion
    Group, Inc., 7.88%, 12/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">612</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">471,240</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AMC
    Networks, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    7/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">396,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75%,
    12/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">552</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550,620</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cablevision
    Systems Corp., 5.88%, 9/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">855</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">846,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCO
    Holdings LLC:       </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-indent: 0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.25%, 9/30/22</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">915</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">915,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-indent: 0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%, 2/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,127,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cengage
    Learning Acquisitions, Inc., 11.50%, 4/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,026</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">825,930</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Checkout
    Holding Corp., 9.83%, 11/15/15 (b)(e)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">560,900</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cinemark
    USA, Inc., 5.13%, 12/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">391</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">396,865</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    12/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,238</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,244,190</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    3/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,884</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,869,870</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Worldwide Holdings, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/22 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">959</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,006,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    (continued) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Worldwide Holdings, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,959</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,121,745</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    B, 7.63%, 3/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,753</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,862,562</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DISH
    DBS Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    4/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">789,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%,
    5/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,382</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,347,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    7/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,578,938</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Harron
    Communications LP, 9.13%, 4/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">556,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Jackson Holdings SA, 5.50%, 8/01/23 (b)(c)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,357</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,309,860</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Luxembourg SA (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    6/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,032,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">668</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">702,235</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Interactive
    Data Corp., 10.25%, 8/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,080</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,334,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Interpublic Group of Cos., Inc., 10.00%, 7/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">553,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kabel
    Deutschland Vertrieb und Service GmbH &amp; Co. KG, 6.50%, 6/29/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">162</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">224,149</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Live
    Nation Entertainment, Inc., 8.13%, 5/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,170</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,254,825</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lynx
    I Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.38%,
    4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">249,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    4/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,876</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,995,762</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    McClatchy Co., 9.00%, 12/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">858</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">926,640</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NAI
    Entertainment Holdings LLC, 8.25%, 12/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">914</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">987,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nara
    Cable Funding Ltd.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    12/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">261,770</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    12/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">208,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nielsen
    Finance LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.63%,
    2/01/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">155,820</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    10/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,825</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,007,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Odeon
    &amp; UCI Finco Plc, 9.00%, 8/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">324</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">529,822</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ProQuest
    LLC, 9.00%, 10/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">281</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">284,513</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sirius
    XM Radio, Inc., 4.25%, 5/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">474</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">464,520</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sterling
    Entertainment Corp., 10.00%, 12/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,335</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,335,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unitymedia
    GmbH, 9.50%, 3/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">548</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">820,562</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unitymedia
    Hessen GmbH &amp; Co. KG:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    3/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,313</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,856,749</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    1/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">795</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810,900</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Univision
    Communications, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.50%,
    5/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">481,713</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    9/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">559</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600,925</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 9; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Univision
    Communications, Inc. (b) (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%,
    5/15/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,084</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,062,320</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UPCB
    Finance II Ltd.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    7/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">514</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">707,654</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    7/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,273</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,752,615</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WaveDivision
    Escrow LLC/WaveDivision Escrow Corp., 8.13%, 9/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">555</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">588,300</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">47,968,509</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Metals
    &amp; Mining &mdash; 4.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ArcelorMittal:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    2/15/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    8/05/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">608</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">627,760</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    3/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">207,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    2/25/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">648</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">673,920</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    6/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">683,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Eco-Bat
    Finance Plc, 7.75%, 2/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">808,704</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FMG
    Resources August 2006 Property Ltd. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    2/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">684</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">697,986</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    4/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">746</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">755,325</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Global
    Brass and Copper, Inc., 9.50%, 6/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">515,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GoldCorp,
    Inc., 2.00%,   8/01/14 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,681,969</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kaiser
    Aluminum Corp., 8.25%, 6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">388,987</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    Gold, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    4/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">249,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">478,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    World Resources NV, 7.88%, 5/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">349</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">362,890</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Newmont
    Mining Corp., Series A, 1.25%, 7/15/14 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,373,109</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Novelis,
    Inc., 8.75%, 12/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,760</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,319,300</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Peninsula
    Energy Ltd., 11.00%, 12/14/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Perstorp
    Holding AB, 8.75%, 5/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">295</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">304,588</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Steel
    Dynamics, Inc., 6.38%, 8/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">408,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Taseko
    Mines Ltd., 7.75%, 4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">663,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vedanta
    Resources Plc, 8.25%, 6/07/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">469,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Walter
    Energy, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    12/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">206</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">219,905</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.50%,
    4/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">158</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">158,790</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19,470,933</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Multiline
    Retail &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dollar
    General Corp., 4.13%, 7/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,225</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,329,446</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Multiline
    Retail (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dufry
    Finance SCA, 5.50%, 10/15/20 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">672</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">707,280</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,036,726</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Oil,
    Gas &amp; Consumable Fuels &mdash; 9.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Access
    Midstream Partners LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    4/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">106</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">112,360</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    7/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">425</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">454,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.88%,
    5/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">684</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675,450</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alpha
    Appalachia Holdings, Inc., 3.25%, 8/01/15 (d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,381</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,367,190</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Athlon
    Holdings LP/Athlon Finance Corp., 7.38%, 4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">294</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305,760</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aurora
    USA Oil &amp; Gas, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    2/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,005</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,102,987</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">520,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bonanza
    Creek Energy, Inc., 6.75%, 4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">131</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">136,895</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BreitBurn
    Energy Partners LP, 7.88%, 4/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">434,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Carrizo
    Oil &amp; Gas, Inc., 7.50%, 9/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">367</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">396,360</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chaparral
    Energy, Inc., 7.63%, 11/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">367,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chesapeake
    Energy Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    12/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">218,975</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    8/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,063</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    11/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">472,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    2/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">141,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Concho
    Resources, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">255</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">277,313</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    1/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">458</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">494,640</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    10/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">561</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">579,232</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    4/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">113</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">115,543</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CONSOL
    Energy, Inc., 8.25%, 4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">485</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535,925</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Resources, Inc., 7.13%, 4/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645,437</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crosstex
    Energy LP, 8.88%, 2/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">252,625</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Oil Partners IV LP, 15.00%, 3/07/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">957</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000,591</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CrownRock
    LP/CrownRock Finance, Inc., 7.13%,   4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">526</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">541,780</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CVR
    Refining LLC/Coffeyville Finance, Inc., 6.50%, 11/01/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Denbury
    Resources, Inc., 4.63%, 7/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,187</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,148,422</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Energy
    XXI Gulf Coast, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.25%,
    12/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">804,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">888,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 10; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Oil,
    Gas &amp; Consumable Fuels (continued) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EP
    Energy LLC/EP Energy Finance, Inc., 9.38%, 5/01/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">325</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">368,469</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EP
    Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">577,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EV
    Energy Partners LP, 8.00%, 4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">226,050</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Halcon
    Resources Corp., 8.88%, 5/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">656,287</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hilcorp
    Energy I LP, 7.63%, 4/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">408</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">448,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Holly
    Energy Partners LP, 6.50%, 3/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">260,313</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kodiak
    Oil &amp; Gas Corp., 8.13%, 12/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">607,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LBC
    Tank Terminals Holding Netherlands BV, 6.88%, 5/15/23 (b) </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">207,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Legacy
    Reserves LP/Legacy Reserves Finance Corp., 6.63%, 12/01/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">229,713</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lightstream
    Resources Ltd. (FKA PetroBakken Energy Ltd.), 8.63%, 2/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">652</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">668,300</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Linn
    Energy LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    5/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">66</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,155</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,853,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.63%,
    4/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">186,150</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    2/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">259,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MarkWest
    Energy Partners LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    6/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">168</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">181,440</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    2/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">323</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">337,535</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.50%,
    7/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">452,212</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Memorial
    Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21 (b) </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">306,525</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Newfield
    Exploration Co., 6.88%, 2/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,289,350</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Northern
    Oil and Gas, Inc., 8.00%, 6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">480</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">499,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Oasis
    Petroleum, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    2/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">315</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">339,413</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">450</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">486,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore
    Group Investment Ltd., 7.13%, 4/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">671,125</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pacific
    Drilling SA, 5.38%, 6/01/20 (b)(c)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">618,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PBF
    Holding Co. LLC, 8.25%, 2/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">381,225</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PDC
    Energy, Inc., 7.75%, 10/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">325</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">354,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Penn
    Virginia Corp., 8.50%, 5/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">193</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">193,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Petrobras
    Global Finance BV, 3.00%, 1/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">537</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">523,770</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Petroleum
    Geo-Services ASA, 7.38%, 12/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">901</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000,110</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Oil,
    Gas &amp; Consumable Fuels (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Plains
    Exploration &amp; Production Co., 6.88%, 2/15/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">831</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">940,069</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Range
    Resources Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    5/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">654,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    8/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">177</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">191,603</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    6/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,506</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,592,595</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    8/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">481</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">488,215</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    3/15/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">247</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">249,470</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Regency
    Energy Partners LP, 6.88%, 12/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">609</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">653,152</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rosetta
    Resources, Inc., 5.63%, 5/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">411</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">412,028</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sabine
    Pass Liquefaction LLC (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    2/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,988</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,995,455</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    4/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sabine
    Pass Liquified Natural Gas LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    11/30/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,982,625</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">505</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">528,987</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SandRidge
    Energy, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">48</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">51,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    2/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">561</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">577,830</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SESI
    LLC, 6.38%, 5/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">505</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">545,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Seven
    Generations Energy Ltd., 8.25%, 5/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">152</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">158,080</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SM
    Energy Co.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">219,863</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">442,462</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    1/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">660,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tesoro
    Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vanguard
    Natural Resources LLC, 7.88%, 4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">449,400</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">43,556,124</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Paper
    &amp; Forest Products &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ainsworth
    Lumber Co. Ltd., 7.50%, 12/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">545</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">588,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Boise
    Paper Holdings LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    11/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">90</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">95,850</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    4/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">199,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clearwater
    Paper Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    11/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">885</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">958,013</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.50%,
    2/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">69,125</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NewPage
    Corp., 11.38%, 12/31/14 (a)(i)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,090</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sappi
    Papier Holding GmbH, 8.38%, 6/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unifrax
    I LLC, 7.50%, 2/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">421,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WEPA
    Hygieneprodukte GmbH, 6.50%, 5/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">135,941</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,689,029</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Pharmaceuticals
    &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capsugel
    Finance Co. SCA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    8/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">154,556</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 11; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Pharmaceuticals
    (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capsugel
    Finance Co. SCA (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    8/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">441,590</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Elan
    Corp. Plc, 6.25%, 6/15/21 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,386,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jaguar
    Holding Co. II/Jaguar Merger Sub, Inc., 9.50%, 12/01/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">663</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">756,649</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Valeant
    Pharmaceuticals International (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    7/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">665</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">688,275</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    12/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,398</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,492,365</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">419</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    8/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">701</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">746,565</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warner
    Chilcott Co. LLC, 7.75%, 9/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">945</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,042,453</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,149,278</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Professional
    Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">La
    Financiere Atalian SA, 7.25%, 1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">311</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">406,243</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Truven
    Health Analytics, Inc., 10.63%, 6/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">790</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">892,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,298,943</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Real
    Estate Investment Trusts (REITs) &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cantor
    Commercial Real Estate Co. LP, 7.75%, 2/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">436</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">451,260</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Felcor
    Lodging LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    6/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,578</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,684,515</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    3/01/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">397</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">403,948</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Host
    Hotels &amp; Resorts LP, 2.50%, 10/15/29 (b)(d)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">267,781</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iStar
    Financial, Inc., 4.88%, 7/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">628</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">623,290</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,430,794</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Real
    Estate Management &amp; Development &mdash; 2.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CBRE
    Services, Inc., 6.63%, 10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">520</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">561,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Country
    Garden Holdings Co. Ltd., 7.50%, 1/10/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">237</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">241,148</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crescent
    Resources LLC/Crescent Ventures, Inc., 10.25%, 8/15/17 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,482,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Realogy
    Corp. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.38%,
    5/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">517,092</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    2/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,961,975</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">785</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">889,012</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    1/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">592,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Shea
    Homes LP, 8.63%, 5/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,411,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,658,527</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Road
    &amp; Rail &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Hertz Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    10/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">855</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">929,812</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    4/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">450</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">488,813</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Road
    &amp; Rail (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Hertz Corp. (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    10/15/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    1/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745,875</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    10/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">445,363</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Watco
    Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">231,550</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,946,913</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Semiconductors
    &amp; Semiconductor Equipment &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NXP
    BV/NXP Funding LLC (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.75%,
    6/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">660</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650,100</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.75%,
    8/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">113,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    2/15/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">551,250</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spansion
    LLC, 7.88%, 11/15/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">925,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,239,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Software
    &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IAC/InterActiveCorp,
    4.75%, 12/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">638,625</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Igloo
    Holdings Corp., 8.25%, 12/15/17 (b)(f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">466,485</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Infor
    US, Inc., 9.38%, 4/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,055,525</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Interface
    Security Systems Holdings, Inc., 9.25%,  1/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">229</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">239,305</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuance
    Communications, Inc., 5.38%, 8/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,463,063</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sophia
    LP, 9.75%, 1/15/19 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">666</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">742,590</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,605,593</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Specialty
    Retail &mdash; 2.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Asbury
    Automotive Group, Inc., 8.38%, 11/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">565</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">632,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Claire's
    Stores, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    3/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,348</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,516,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">516,375</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CST
    Brands, Inc., 5.00%,  5/01/23 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">289</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291,890</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">House
    of Fraser Funding Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    8/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">222</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">357,376</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    8/15/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">706,704</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Limited
    Brands, Inc., 8.50%, 6/15/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,255</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,542,081</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Michaels
    Stores, Inc., 7.75%, 11/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">362</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">392,770</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    Academy Finance Co., 8.00%, 6/15/18 (b)(f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">334</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">344,020</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Party
    City Holdings, Inc., 8.88%, 8/01/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,559</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,749,977</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Penske
    Automotive Group, Inc., 5.75%, 10/01/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">524,768</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">QVC,
    Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    10/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">970</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,068,033</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">502,767</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 12; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Specialty
    Retail (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sally
    Holdings LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    11/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">931,350</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    6/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">788</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">829,370</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,906,781</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Textiles,
    Apparel &amp; Luxury Goods &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Levi
    Strauss &amp; Co., 6.88%, 5/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">748,406</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Phillips-Van
    Heusen Corp., 4.50%, 12/15/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">389,025</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SIWF
    Merger Sub, Inc./Springs Industries, Inc., 6.25%, 6/01/21 (b)(c)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">773</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">769,135</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,906,566</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Trading
    Companies &amp; Distributors &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Air
    Lease Corp., 4.50%, 1/15/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">920</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">943,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ashtead
    Capital, Inc., 6.50%, 7/15/22 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">826,200</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Doric
    Nimrod Air Finance Alpha Ltd. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-1, Class A, 5.13%, 11/30/24 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">761</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810,674</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-1, Class B, 6.50%, 5/30/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">814</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">846,212</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,426,086</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Transportation
    Infrastructure &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aguila
    3 SA, 7.88%, 1/31/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">665</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">715,706</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Wireless
    Telecommunication Services &mdash; 4.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cricket
    Communications, Inc., 7.75%, 10/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">914</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">911,715</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Castle International Corp., 5.25%, 1/15/23 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,732</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,753,650</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Digicel
    Group Ltd., (b):</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-indent: 0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.25%,
    9/30/20</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,520</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,618,800</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-indent: 0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    4/15/21</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,376</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,364,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MetroPCS
    Wireless, Inc., 6.63%, 11/15/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">812</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">868,840</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NII
    Capital Corp., 7.63%, 4/01/21 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">539</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">448,718</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Phones4u
    Finance Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    4/01/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">315,670</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    4/01/18 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">570</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">899,660</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Softbank
    Corp., 4.50%,   4/15/20 (b)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD
    </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,222,728</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sprint
    Capital Corp., 6.88%, 11/15/28 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,921</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,921,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sprint
    Nextel Corp. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    11/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,258</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,162,825</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    3/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,645</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,975,625</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                          <TR
                                                                                                                                          STYLE="font:
                                                                                                                                          8pt
                                                                                                                                          Arial,
                                                                                                                                          Helvetica,
                                                                                                                                          Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">20,463,351</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Corporate Bonds &ndash; 106.8%</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">493,135,827</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
    Rate Loan Interests (h)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Airlines
    &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delta
    Air Lines, Inc., Term Loan B, 5.00%, 4/20/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">648</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">654,893</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Northwest
    Airlines, Inc., Term Loan:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2.30%,
    3/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">986</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">912,967</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2.30%,
    3/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">988</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">914,274</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.68%,
    9/10/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">836</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">739,902</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.68%,
    9/10/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">829</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">733,411</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.68%,
    9/10/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">823</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">726,901</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,682,348</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Auto
    Components &mdash; 1.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Federal-Mogul
    Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 2.13% - 2.14%, 12/29/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,062</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,995,573</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 2.14%, 12/28/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,425</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,392,930</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Schaeffler
    AG, Term Loan C, 4.25%, 1/27/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">961,476</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,349,979</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Building
    Products &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wilsonart
    International Holdings LLC, Term Loan B, 4.00%, 10/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">653</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">653,526</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Capital
    Markets &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,450</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,468,125</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Knight
    Capital Group, Inc., Term Loan B, 5.25%, 11/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">544,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuveen
    Investments, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Incremental
    Term Loan, 4.19%, 5/13/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">770</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">772,087</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 6.50%, 2/28/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">640</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">641,600</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,426,312</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Chemicals
    &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    US Finance LLC, 6 Year Term Loan, 4.00%, 5/04/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">583</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">582,311</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Coatings Acquisition, Inc., Term Loan, 4.75%, 2/03/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,090</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,097,772</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,680,083</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Commercial
    Services &amp; Supplies &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AWAS
    Finance Luxembourg Sarl, Term Loan B, 3.50%, 6/10/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">669</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">673,559</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Catalent
    Pharma Solutions Inc., Term Loan, 6.50%, 12/29/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">404,500</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spin
    Holdco Inc., Term Loan B, 4.25%, 11/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">402,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,480,059</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Communications
    Equipment &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alcatel-Lucent
    USA, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 7.25%, 1/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,170</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,190,803</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 8pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 24pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 72pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 13; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
    Rate Loan Interests (h)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Communications
    Equipment (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alcatel-Lucent
    USA, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan D, 7.50%, 1/30/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">843</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,107,867</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Avaya,
    Inc., Term Loan B5, 8.00%, 3/30/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">195</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">186,047</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zayo
    Group, LLC, Term Loan B, 4.50%, 7/02/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,802</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,801,860</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,286,577</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Construction
    Materials &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HD
    Supply, Inc., Senior Debt B, 4.50%, 10/12/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,677</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,689,301</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Consumer
    Finance &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Springleaf
    Financial Funding Co., Term Loan, 5.50%, 5/10/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,339</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,348,881</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Containers
    &amp; Packaging &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tekni-Plex,
    Inc., Term Loan B, 5.50%, 8/25/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">407,950</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Consumer Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laureate
    Education, Inc., Extended Term Loan, 5.25%, 6/18/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">222</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">222,817</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ServiceMaster
    Co., Term Loan, 4.25%, 1/31/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">708</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">708,090</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">930,907</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Telecommunication Services &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2016
    Term Loan B, 4.75%, 2/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">512</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">516,909</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2019
    Term Loan B, 5.25%, 8/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">425,514</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.75%, 8/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,700</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,719,413</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,661,836</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Energy
    Equipment &amp; Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dynegy
    Holdings Inc., Term Loan B2, 4.00%, 4/23/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">910</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">912,084</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Food
    &amp; Staples Retailing &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JC
    Penney Corp., Inc., First Lien Term Loan, 6.00%, 5/21/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,115</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,129,640</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rite
    Aid Corp., Second Lien Term Loan, 5.75%, 8/21/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">165</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170,122</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,299,762</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Food
    Products &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Advance
    Pierre Foods, Inc., Term Loan, 5.75%, 7/10/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">329</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">331,130</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Equipment &amp; Supplies &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bausch
    &amp; Lomb, Inc., Term Loan B, 4.00%, 5/17/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">591,139</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
    Rate Loan Interests (h)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Equipment &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capital
    Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,168</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,170,418</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LHP
    Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">432</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">440,372</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,201,929</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Providers &amp; Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Genesis
    HealthCare Corp., Term Loan B, 10.00% - 10.75%, 10/02/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">371</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">381,859</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">inVentiv
    Health, Inc., Combined Term Loan, 7.50%, 8/04/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">576</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">568,764</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950,623</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Hotels,
    Restaurants &amp; Leisure &mdash; 3.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Harrah's
    Property Co., Mezzanine Term Loan, 3.69%, 2/13/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,050</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,083,125</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MGM
    Resorts International, Term Loan B, 3.50%, 12/20/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,810</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,814,228</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Station
    Casinos, Inc., Term Loan B, 5.00%, 3/01/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,564,338</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien PIK Term Loan 2, 8.38%, 12/01/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">682</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">676,436</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan 1, 9.50%, 1/29/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">138</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">143,778</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,281,905</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Industrial
    Conglomerates &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sequa
    Corp., Term Loan B, 5.25%, 6/19/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">893</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">901,098</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Insurance
    &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alliant
    Holdings I, Inc., Term Loan B, 5.00%, 12/20/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">519</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521,294</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>IT
    Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ceridian
    Corp., Extended Term Loan, 5.95%, 5/09/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">107</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">107,343</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Data Corp., Extended 2018 Term Loan B, 4.20%, 3/23/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,220</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,214,412</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,321,755</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Life
    Sciences Tools &amp; Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Patheon,
    Inc., Term Loan, 7.25%, 12/06/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">318</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">322,380</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Machinery
    &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rexnord
    LLC, Term Loan B, 3.75%, 4/02/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">763</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">771,667</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Silver
    II US Holdings LLC, Term Loan, 4.00%, 12/13/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,229</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,229,468</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,001,135</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 72pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 14; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
    Rate Loan Interests (h)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 3.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cengage
    Learning Acquisitions, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Non
    Extended Term Loan, 2.70%, 7/03/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">493</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">387,514</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tranche
    1 Incremental, 7.50%, 7/03/14 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,520</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,979,502</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 3.84%, 1/29/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">520</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">482,645</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 3.84%, 1/29/16 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">156</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">144,036</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan D, 6.94%, 1/30/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,995</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,861,548</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EMI
    Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">672</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675,614</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Getty
    Images, Inc., Term Loan B, 4.75%, 10/18/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">633</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">636,522</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Jackson Holdings SA, Term Loan B1, 4.25%, 4/02/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,391</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,440,648</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Interactive
    Data Corp., Term Loan B, 3.75%, 2/11/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">636,090</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Univision
    Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">386</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384,682</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Virgin
    Media Investment Holdings, Term Loan B, 3.50%, 2/17/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">185</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">184,643</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">15,813,444</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Metals
    &amp; Mining &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Constellium
    Holdco BV, Term Loan B, 6.25%, 3/25/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,380</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,402,425</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FMG
    America Finance, Inc., Term Loan, 5.25%, 10/18/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,453</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,468,360</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,870,785</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Multiline
    Retail &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HEMA
    Holding BV, Mezzanine, 8.62%, 7/05/17 (f)</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,798</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,103,700</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Oil,
    Gas &amp; Consumable Fuels &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chesapeake
    Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,435</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,518,917</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Obsidian
    Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,183</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,188,952</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Samson
    Investment Co., Second Lien Term Loan, 6.00%, 9/25/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">361,890</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vantage
    Drilling Co.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 6.25%, 10/26/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,348</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,360,146</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 5.75%, 3/22/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">565</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571,594</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,001,499</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Pharmaceuticals
    &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aptalis
    Pharma, Inc., Term Loan B, 5.50%, 2/10/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,466</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,470,532</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
    Rate Loan Interests (h)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Pharmaceuticals
    (concluded) </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Par
    Pharmaceutical, Term Loan B, 4.25%, 9/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,104</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,105,550</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pharmaceutical
    Product Development, Inc., Term Loan B, 4.25%, 12/05/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">483</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">486,648</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,062,730</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Professional
    Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Truven
    Health Analytics, Inc., Term Loan B, 4.50%, 6/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571,641</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Real
    Estate Investment Trusts (REITs) &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iStar
    Financial, Inc., Term Loan, 4.50%, 9/28/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,538</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,552,743</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Real
    Estate Management &amp; Development &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Realogy
    Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    Letter of Credit, 4.45%, 10/10/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">138</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,168</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    Term Loan, 4.50%, 3/05/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,020</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,029,139</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,168,307</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Road
    &amp; Rail &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Genesee
    &amp; Wyoming, Inc., Term Loan A, 2.20%, 9/29/17 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">434</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435,094</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Software
    &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GCA
    Services Group, Inc., Second Lien Term Loan, 9.25%, 10/22/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">90</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">91,350</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Infor
    US, Inc., Term Loan B2, 5.25% - 6.25%, 4/05/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,891</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,908,698</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kronos,
    Inc., Second Lien Term Loan, 9.75%, 4/30/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">795</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">830,775</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,830,823</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Specialty
    Retail &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">David's
    Bridal, Inc., Term Loan B, 5.00% - 6.25%, 10/11/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">833</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">837,768</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Textiles,
    Apparel &amp; Luxury Goods &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ascend
    Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,733</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,741,163</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Phillips-Van
    Heusen Corp., Term Loan B, 3.25%, 2/13/20 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">680</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">682,890</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,424,053</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Thrifts
    &amp; Mortgage Finance &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ocwen
    Financial Corp., Term Loan, 5.00%, 2/15/18 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">940</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950,970</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Wireless
    Telecommunication Services &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vodafone
    Americas Finance 2, Inc., Term Loan B, 6.25%, 7/11/16 (f)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,022</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,122,422</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Floating Rate Loan Interests &ndash; 23.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">107,388,833</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 72pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 15; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Investment
    Companies </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Exchange-Traded
    Fund &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iShares
    iBoxx $ High Yield Corporate Bond Fund (j)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,177</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,826,167</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Investment Companies &ndash; 0.8%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">3,826,167</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><br><br><br><FONT STYLE="font-size: 8pt">&nbsp;</FONT></FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Municipal
    Bonds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Iowa
    Finance Authority, Refunding RB, Iowa Fertilizer Co., Project:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    12/01/19 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">520</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535,694</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    12/01/22 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">177,026</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.25%,
    12/01/25 </FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">115</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">118,368</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Municipal Bonds &ndash; 0.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">831,088</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><br><br><br><FONT STYLE="font-size: 8pt">&nbsp;</FONT></FONT></P></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;Other
    Interests (k)</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Beneficial
    Interest (000)</FONT></TD>
    <TD STYLE="padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Chemicals
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wellman
    Holdings, Inc., Litigation Trust Certificate</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,870</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">49</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Hotels,
    Restaurants &amp; Leisure &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Buffets,
    Inc.</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Adelphia
    Escrow</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,300</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Adelphia
    Recovery Trust</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,630</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-indent: 0in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,043</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="12" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,056</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Other Interests &ndash; 0.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">13,114</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: rgb(98,151,204) 6pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><BR>
&nbsp;<BR>
&nbsp;</FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Preferred
    Securities</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Capital
    Trusts </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Par</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NBCUniversal
    Enterprise, Inc., 5.25% (b)(l)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">99,921</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 8pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; text-align: right; vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 72pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Preferred
    Stocks </B></FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-right: 24pt; padding-left: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Shares</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Auto
    Components &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dana
    Holding Corp., 4.00% (b)(d)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">40,010</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,374,093</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-right: 24pt; padding-left: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Shares</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Trust
    Preferreds </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Diversified
    Financial Services &mdash; 1.2%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GMAC
    Capital Trust I, Series 2, 8.13%, 2/15/40 (h)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">216,730</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,747,341</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Preferred Securities &ndash; 2.6%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">12,221,355</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><br><br><br><FONT STYLE="font-size: 8pt">&nbsp;</FONT></FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Warrants
    (m)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Health
    Care Providers &amp; Services &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HealthSouth
    Corp. (Expires 1/16/14)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">54,577</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Media
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    Vision Holdings LLC:</FONT></TD>
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(Expires
    9/30/14) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,343</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(Expires
    9/30/14) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">33,934</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,277</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Metals
    &amp; Mining &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Peninsula
    Energy Ltd. (Expires 12/31/15)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,113,638</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,213</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Real
    Estate Investment Trusts (REITs) &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pepper
    Residential Securities Trust (Expires 12/31/15)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,611,304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22,119</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Software
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bankruptcy
    Management Solutions, Inc. (Expires 9/28/17)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HMH
    Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,835</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"></TR>
                                                                                                                                           <TR
                                                                                                                                           STYLE="font:
                                                                                                                                           8pt
                                                                                                                                           Arial,
                                                                                                                                           Helvetica,
                                                                                                                                           Sans-Serif"></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Warrants &ndash; 0.0%</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">133,610</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Long-Term Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(Cost &ndash; $648,582,922) &ndash; 144.8% </FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">669,238,502</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><br><br><br><FONT STYLE="font-size: 8pt">&nbsp;</FONT></FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Short-Term
    Securities &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BlackRock
    Liquidity Funds, TempFund, Institutional Class, 0.06% (j)(n)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Short-Term Securities</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(Cost &ndash; $3,690,779) &ndash; 0.8% </FONT></FONT></B></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="9" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Investments Before Options Written</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">(Cost &ndash; $652,273,701*) &ndash; 145.6% </FONT></FONT></B></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">672,929,281</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Options
    Written </FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(Premiums
    received &ndash; $165,240) &ndash; 0.0% </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">(181,662)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 8pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 73pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 72pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<!-- Field: Page; Sequence: 16; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>(Percentages
        shown are based on Net Assets)</B></FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 3pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 3pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-top: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total
    Investments, Net of Options Written &nbsp;&ndash; 145.6%</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672,747,619</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Liabilities
    in Excess of Other Assets &ndash; (45.6)%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">(210,692,289)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 2pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT><TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 3pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Net
                                                                                                                                                                                                        Assets
                                                                                                                                                                                                        &ndash;
                                                                                                                                                                                                        100.0%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462,055,330</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 2pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="15" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">*</FONT></TD>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">As
    of May 31, 2013, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes
    were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tax
    cost&#9;&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">653,753,018</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 2pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gross
    unrealized appreciation&#9;&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">36,480,750</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gross
    unrealized depreciation&#9;&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(17,304,487)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 2pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</TR>
 <TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT><TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net
    unrealized appreciation&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19,176,263</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="11" STYLE="font: 2pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 8pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 24pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 72pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="27" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #C6D9F1; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid">&nbsp;</TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #C6D9F1; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Notes
                                                                                            to Schedule of Investments</FONT></P></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(a)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Non-income
    producing security.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(b)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Security
    exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold
    in transactions exempt from registration to qualified institutional investors.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(c)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">When-issued
    security. Unsettled when-issued transactions were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="18" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="29" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized
    Depreciation</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="29" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bank
    of America Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">142,100</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(544)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cantor
    Fitzgerald</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">95,060</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(970)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,072,700</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(39,131)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,800,750</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(24,250)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jeffries
    &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">343,103</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(7,898)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">669,635</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(9,650)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Merrill
    Lynch</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">34,825</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(971)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pershing
    Llc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">64,675</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,788)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="29" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(d)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Convertible
    security.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(e)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Represents
    a zero-coupon bond. Rate shown reflects the current yield as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(f)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Represents
    a payment-in-kind security which may pay interest/dividends in additional par/shares.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(g)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Represents
    a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods.
    Rate shown is as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(h)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Variable
    rate security. Rate shown is as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(i)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Issuer
    filed for bankruptcy and/or is in default of principal and/or interest payments.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(j)</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Investments
    in issuers considered to be an affiliate of the Fund during the period ended May 31, 2013, for purposes of Section 2(a)(3)
    of the Investment Company Act of 1940, as amended, were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="28" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; position: relative; top: -3pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Affiliate</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Shares</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Held at</FONT><BR>
    <FONT STYLE="font-size: 8pt">August 31, 2012</FONT></FONT></B></TD>
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Net</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Activity</FONT></FONT></B></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Shares</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Held at</FONT><BR>
    <FONT STYLE="font-size: 8pt">May 31, 2013</FONT></FONT></B></TD>
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Income</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Realized
    Gain</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="28" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; position: relative; top: -3pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BlackRock
    Liquidity Funds, TempFund, Institutional Class</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;1,233</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;110</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iShares
    iBoxx $ High Yield Corporate Bond Fund</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,177</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,177</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="28" STYLE="vertical-align: bottom; font: bold 8pt Arial, Helvetica, Sans-Serif; position: relative; top: -3pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 23%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 11%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; position: relative; top: -3pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(k)</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 94%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Other
    interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(l)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Security
    is perpetual in nature and has no stated maturity date.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(m)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warrants
    entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase price
    and number of shares are subject to adjustment under certain conditions until the expiration date of the warrants, if any.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(n)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Represents
    the current yield as of report date.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 17; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 0; border-top: Black 0.5pt solid; background-color: #BFD5EB; border-bottom: Black 0.5pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Portfolio
                                                                   Abbreviations</B></FONT></P></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="padding-bottom: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">To
    simplify the listings of portfolio holdings in the Schedule of Investments, the names and descriptions of many of the securities
    have been abbreviated according to the following list:&nbsp;&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AUD</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Australian
    Dollar</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Canadian
    Dollar</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Earnings
    Before Interest Taxes Depreciation and Amortization</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Euro</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FKA</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Formerly
    Known As</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">British
    Pound</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RB</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Revenue
    Bonds</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Dollar</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 86%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: bottom; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foreign
    currency exchange contracts as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="18" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Purchased</FONT></FONT></B></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Sold</FONT></FONT></B></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Settlement</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Date</FONT></FONT></B></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">&nbsp;Appreciation</FONT><BR>
    <FONT STYLE="font-size: 8pt">(Depreciation)</FONT></FONT></B></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">101,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">153,701</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/04/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">812,924</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AUD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">780,794</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UBS
    AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,960</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,127,336</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,275,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">117,462</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,338,915</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,713,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">104,226</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221,034</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,253)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">153,658</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">101,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">243</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">473,513</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,230</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">155,338</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,442</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">437,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">563,595</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,551</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,353,495</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,034,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bank
    of America Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,186</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">32,221,087</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">24,684,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">129,303</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,458</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">58</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">462,406</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">868</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">57,308</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">44,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">103</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="18" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">445,138</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="18" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 17%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 23%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 13%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter
    credit default swaptions written as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Description</B></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;Counterparty</B></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Put/</B><BR>
    <B>Call</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Strike</B><BR>
    <B>Price</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Pay/Receive
    Floating</B><BR>
    <B>Rate Index</B></FONT></TD>
    <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Floating
    Rate</B><BR>
    <B>Index</B></FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Credit</B><BR><B>Rating<SUP>1</SUP></B></FONT></TD>
    <TD COLSPAN="4" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Expiration</B><BR>
    <B>Date</B></FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Notional</B><BR>
    <B>Amount</B><BR>
    <B>(000)<SUP>2</SUP></B></FONT></TD>
    <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Market</B><BR>
    <B>Value</B></FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom; border-top: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sold
    Protection on 5-Year Credit Default Swap</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Call</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">103.50</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dow
    Jones CDX</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">North America</FONT><BR>
    <FONT STYLE="font-size: 8pt">High Yield,</FONT><BR>
    <FONT STYLE="font-size: 8pt">Series 19, Verison 1</FONT></FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B+</FONT></TD>
    <TD COLSPAN="4" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/19/13</FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD&nbsp;&nbsp;6,800</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181,170)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sold
    Protection on 5-Year Credit Default Swap</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Put</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">97.50</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dow
    Jones CDX North America High Yield, </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Series 19, Verison 1</FONT></FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B+</FONT></TD>
    <TD COLSPAN="4" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/19/13</FONT></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"></TD>
    <TD COLSPAN="3" STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD&nbsp;&nbsp;6,800</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(492)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="36" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="31" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(181,662)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
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    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
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    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse; margin-top: 12pt">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    default swaps - sold protection outstanding as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Issuer</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Receive</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Fixed</FONT><BR>
    <FONT STYLE="font-size: 8pt">Rate</FONT></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Expiration</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Date</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Credit
    Rating<SUP>3</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Amount</FONT><BR>
    <FONT STYLE="font-size: 8pt">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized
    Appreciation (Depreciation)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="36" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">422</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">40,022</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">117</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,120</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">59,751</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">827</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">827</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">506</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,764)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">113</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,235)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">558</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(36,609)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">66</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,162)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">475</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">40,203</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">475</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">42,318</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(6,616)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">660</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(18,355)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,184</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(28,577)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(13,233)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22,798</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">24,358</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">312</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(20,138)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">372</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(10,372)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">217</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(9,916)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Castle International Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">B-</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">720</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">145,213</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCO
    Holdings LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BB-</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,400</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">556,397</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<!-- Field: Page; Sequence: 19; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="margin: 0; font: 8pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    default swaps - sold protection outstanding as of May 31, 2013 were as follows (concluded):</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="36" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Issuer/Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Receive</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Fixed</FONT><BR>
    <FONT STYLE="font-size: 8pt">Rate</FONT></FONT></B></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty/Exchange</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Expiration</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Date</FONT></FONT></B></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Credit
    Rating<SUP>3</SUP></B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
    <FONT STYLE="font-size: 8pt">Amount</FONT><BR>
    <FONT STYLE="font-size: 8pt">(000)<SUP>2</SUP></FONT></FONT></B></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: bold 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized
    Appreciation (Depreciation)</B></FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Communications, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6/20/19</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC+</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,600</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">198,850</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 2pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="36" STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="27" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">985,707</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="36" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Using
    S&amp;P&rsquo;s rating of the underlying securities of the index.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3</SUP></FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Using
    S&amp;P&rsquo;s rating of the issuer.</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 12px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 3px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 81px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 39px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 16px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 36px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 19px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 48px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 41px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 17px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 58px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 14px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 34px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 38px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 19px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 17px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="4" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="22" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">For
    Fund compliance purposes, the Fund's industry classifications refer to any one or more of the industry sub-classifications
    used by one or more widely recognized market indexes or rating group indexes, and/or as defined by Fund management. These
    definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;&nbsp;&nbsp;</FONT></TD>
    <TD COLSPAN="25" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fair
    Value Measurements - Various inputs are used in determining the fair value of investments and derivative financial instruments.
    These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial
    reporting purposes as follows:</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="21" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    1 &mdash; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the
    ability to access</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="21" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    2 &mdash; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets
    that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other
    than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities,
    prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="21" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="23" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 &mdash; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs
    are not available (including the Fund's own assumptions used in determining the fair value of investments and derivative financial
    instruments)</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="21" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The hierarchy
    gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements)
    and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining
    fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different
    levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined
    based on the lowest level input that is significant to the fair value measurement in its entirety. </FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Changes
    in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance
    with the Fund's policy, transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred
    as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial
    instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily
    an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding
    valuation of investments and derivative financial instruments, please refer to the Fund's most recent financial statements
    as contained in its semi-annual report.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="21" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
                                                                    following tables summarize the Fund's investments and derivative
                                                                    financial instruments categorized in the disclosure hierarchy
                                                                    as of May 31, 2013:</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="8" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    1</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    2</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    3</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">Investments:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="26" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">&nbsp;Long
    Term Investments:</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Common
    Stocks </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">39,341,550</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,677,398</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,669,560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">51,688,508</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Corporate
    Bonds </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">488,921,416</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,214,411</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">493,135,827</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Floating
    Rate Loan Interests </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">91,244,221</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,144,612</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">107,388,833</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Investment
    Companies </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,826,167</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,826,167</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Municipal
    Bonds </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">831,088</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">831,088</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Other
    Interests </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,043</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">71</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,114</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Preferred
    Securities </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,747,341</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,474,014</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,221,355</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warrants
    </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,213</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">63,397</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">133,610</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Short-Term
    Securities </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,690,779</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="6" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">52,689,093</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">591,148,137</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">29,092,051</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">672,929,281</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 13px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 87px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 74px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 104px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 3px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 14px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 0px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 107px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 0px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 106px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 12px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 123px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<!-- Field: Page; Sequence: 20; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse; margin-top: 12pt">
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" NOWRAP STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    1</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    2</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    3</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" NOWRAP STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">Derivative
    Financial Instruments<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" NOWRAP STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets</FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Contracts </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,137,684</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,137,684</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 0.5in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foreign
    currency exchange contracts </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">447,632</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">447,632</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Liabilities</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Contracts </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(333,639)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(333,639)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foreign
    currency exchange contracts </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,494)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,494)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,249,183</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,249,183</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 17px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 106px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 13px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 0px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 110px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 0px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 107px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 13px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 153px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD><TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD><TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Derivative
                                                                                                                                                                                                                                          financial
                                                                                                                                                                                                                                          instruments
                                                                                                                                                                                                                                          are
                                                                                                                                                                                                                                          swaps,
                                                                                                                                                                                                                                          foreign
                                                                                                                                                                                                                                          currency
                                                                                                                                                                                                                                          exchange
                                                                                                                                                                                                                                          contracts
                                                                                                                                                                                                                                          and
                                                                                                                                                                                                                                          options
                                                                                                                                                                                                                                          written.
                                                                                                                                                                                                                                          Swaps
                                                                                                                                                                                                                                          and
                                                                                                                                                                                                                                          foreign
                                                                                                                                                                                                                                          currency
                                                                                                                                                                                                                                          exchange
                                                                                                                                                                                                                                          contracts
                                                                                                                                                                                                                                          are
                                                                                                                                                                                                                                          valued
                                                                                                                                                                                                                                          at
                                                                                                                                                                                                                                          the
                                                                                                                                                                                                                                          unrealized
                                                                                                                                                                                                                                          appreciation/depreciation
                                                                                                                                                                                                                                          on
                                                                                                                                                                                                                                          the
                                                                                                                                                                                                                                          instrument
                                                                                                                                                                                                                                          and
                                                                                                                                                                                                                                          options
                                                                                                                                                                                                                                          written
                                                                                                                                                                                                                                          are
                                                                                                                                                                                                                                          shown
                                                                                                                                                                                                                                          at
                                                                                                                                                                                                                                          value.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Certain
    of the Trust&rsquo;s assets and liabilities are held at carrying amount, which approximates fair value for financial reporting
    purposes. As of May 31, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows: </FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    1</B></FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    2</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level
    3</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 9.35pt; font: 8pt Arial, Helvetica, Sans-Serif; text-indent: -5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foreign
    currency at value&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,649</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,649</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 9.35pt; font: 8pt Arial, Helvetica, Sans-Serif; text-indent: -5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cash
    pledged as collateral for swaps&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400,000</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400,000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Liabilities:</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 9.35pt; font: 8pt Arial, Helvetica, Sans-Serif; text-indent: -5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cash
    received as collateral for swaps&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,200,000)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,200,000)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 9.35pt; font: 8pt Arial, Helvetica, Sans-Serif; text-indent: -5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Loans
    payable&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(198,000,000)</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(198,000,000)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">609,649</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(199,200,000)</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(198,590,351)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">There
    were no transfers between Level 1 and Level 2 during the period ended May 31, 2013.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 60px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 76px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 58px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 145px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="14" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">A
    reconciliation of Level 3 investments and derivative financial instruments is presented when the Trust had a significant amount
    of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets.
    The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining
    fair value:</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Common
        Stocks</B></FONT></P></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate
        Bonds</B></FONT></P></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating
                                                                                                                                Rate
                                                                                                                                Loan</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Interests</B></FONT></P></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Other
        Interests</B></FONT></P></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Warrants</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Opening
    Balance, as of August&nbsp;&nbsp;31, 2012&#9;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,005,140</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,924,921</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19,461,069</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">71</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">31,391,202</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.55pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    into Level 3<SUP>1</SUP> </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,269,625</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,725,551</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,995,526</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.55pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    out of Level 3<SUP>2</SUP> </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,259,706)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,259,706)</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Accrued
    discounts/premiums </FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,189</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">126,758</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">131,946</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net
    realized gain (loss)&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,516</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">174,916</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">186,432</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; font: 8pt Arial, Helvetica, Sans-Serif; text-indent: -9pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net
    change in unrealized appreciation/ depreciation<SUP>3</SUP>&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">832,269</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,932,798)</FONT></P></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,347,206</FONT></P></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></P></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">61,668</FONT></P></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">308,346</FONT></P></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Purchases&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">831,801</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,787,777</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,104,104</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,728</FONT></TD>
    <TD STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,725,410</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sales&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,851,819)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(12,535,286)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(16,387,105)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Closing
    Balance, as of May 31, 2013</B></FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,669,560</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,214,411</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,144,612</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">71</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">63,397</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">29,092,051</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="13" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD COLSPAN="13" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    into and transfers out of Level 3 represent the values as of the beginning of the reporting period.As of August 31, 2012,
    the Trust used observable inputs in determining the value of certain investments. As of May 31, 2013, the Trust used significant
    unobservable inputs in determining the value on the same investments. As a result, investments with a beginning of period
    value of $4,995,526 transferred from Level 2 to Level 3 in the disclosure hierarchy.</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD COLSPAN="13" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    into and transfers out of Level 3 represent the values as of the beginning of the reporting period.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3</SUP></FONT></TD>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    change in unrealized appreciation/depreciation on investments still held as of May 31, 2013 was $(695,080).</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
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<!-- Field: Page; Sequence: 21; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->20<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(continued)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    following table is a reconciliation of Level 3 derivative financial instruments for which significant unobservable inputs
    were used in determining fair value:</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 1.45pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Credit
    Contracts</B></FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Opening
    Balance, as of August 31, 2012&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869,356</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    into Level 3<SUP>1</SUP> </FONT></TD>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    out of Level 3<SUP>1</SUP> </FONT></TD>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(205,779)</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Accrued
    discounts/premiums&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net
    realized gain (loss)&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net
    change in unrealized appreciation/depreciation<SUP>2</SUP>&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(663,577)</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Purchases&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Issues<SUP>3</SUP>&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sales&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Settlements<SUP>4</SUP>&#9;</FONT></TD>
    <TD STYLE="padding-left: 1.45pt; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Closing
    Balance, as of May 31, 2013</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 1.45pt; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers
    into and transfers out of Level 3 represent the values as of the beginning of the reporting period.</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 1.45pt; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    change in unrealized appreciation/depreciation on derivative financial instruments still held as of May 31, 2013 was $0.</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 1.45pt; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Issues
    represent upfront cash received on certain derivative financial instruments.</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-left: 1.45pt; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>4</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Settlements
    represent periodic contractual cash flows and/or cash flows to terminate certain derivative financial instruments.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 68%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<!-- Field: Page; Sequence: 22; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" nowrap>BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->


<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> <FONT STYLE="font-size: 8pt; color: navy">(concluded)</FONT></FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock
        Corporate High Yield Fund VI, Inc. (HYT)</B></FONT></P>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The following
table summarizes the valuation techniques used and unobservable inputs utilized by the BlackRock Global Valuation Methodologies
Committee (&ldquo;Global Valuation Committee&rdquo;) to determine the value of certain of the Fund&rsquo;s Level 3 investments
as of May 31, 2013. The table does not include Level 3 investments with values based upon unadjusted third party pricing information.
Level 3 investments valued using third party pricing information was $19,397,095. A significant change in such third party pricing
information could result in a significantly lower or higher value of such Level 3 investments.</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></P></TD>
    <TD STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 6pt; padding-left: 6pt"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Valuation
        Techniques</B></FONT></P></TD>
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt; text-align: center; vertical-align: middle"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unobservable
        </B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Inputs<SUP>1</SUP></B></FONT></P></TD>
    <TD STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Range
                                                                                                                                         of
                                                                                                                                         Unobservable
                                                                                                                                         Inputs</B></FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Utilized</B></FONT></P></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Common
    Stocks<SUP>2</SUP>&#9;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">343,980</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market
    Comparable Companies</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Forecasted
    EBITDA     Multiple</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.50x</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4,058,771</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market
    Comparable Companies</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Enterprise
    Value/Oil Barrel Multiple</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CAD<SUP>3</SUP>&nbsp;&nbsp;0.37x&ndash;0.47x</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,993,808</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market
    Comparable Companies</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore
    EBITDA Multiple</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75x</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market
    Comparable Companies</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Onshore
    EBITDA Multiple</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75x</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Corporate
    Bonds<SUP>4</SUP>&#9;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,335,000</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market
    Comparable Companies</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Last
    12 Months EBITDA Multiple</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.00x</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900,000</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cost<SUP>5</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">N/A</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">--</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warrants
    </FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,277</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Estimated
    Recovery Value</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif">Recovery <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$1.36
    - $1.63</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22,120</FONT></TD>
    <TD STYLE="padding-right: 6pt; padding-left: 6pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Black-Scholes</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Implied
    Volatility</FONT></TD>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">75%</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,694,956</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 1.45pt; padding-left: 1.45pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 18px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 84px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 180px; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 6pt; padding-left: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 48px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 120px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 96px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>&nbsp;</SUP></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>&nbsp;</SUP></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP>
A change to the unobservable input may result in a significant change to the value of the investment as follows:</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unobservable
    Input</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Impact
    to Value if Input Increases</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Impact
    to Value if Input Decreases</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Forecasted
    EBITDA     Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Enterprise Value/Oil Barrel Multiple</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; vertical-align: middle"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore
    EBITDA Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Onshore
    EBITDA Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Last
    12 Months EBITDA Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif">Recovery<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif">
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Implied
    Volatility</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif">
    <TD STYLE="width: 25%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 31%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 37%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2 </SUP>For
the period ended May 31, 2013, the valuation technique for certain investments classified as common stocks changed to a market
approach. The investment was previously valued using the company&rsquo;s financial restructuring plan. Market information became
available for this investment, therefore, the market approach is considered to be a more relevant measure of fair value for this
investment.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3 </SUP>Canadian
Dollar.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>4 </SUP>For
the period ended May 31, 2013, the valuation technique for certain investments classified as corporate bonds changed to a market
approach. The investment was previously valued using acquisition cost. Market information became available for this investment
which is considered to be a more relevant measure of fair value for this investment.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>5 </SUP>The
Fund fair values certain of its Level 3 investments using acquisition cost, although the transaction may not have occurred during
the current reporting period. These investments are generally privately held investments. There may not be a secondary market,
and/or there are a limited number of investors. The determination to fair value such investments at cost is based upon factors
consistent with the principles of fair value measurement that are reasonably available to the Global Valuation Committee, or its
delegate. Valuations are reviewed utilizing available market information to determine if the carrying value should be adjusted.
Such market data may include, but is not limited to, observations of the trading multiples of public companies considered comparable
to the private companies being valued, financial or operational information released by the company, and/or news or corporate
events that affect the investment. Valuations may be adjusted to account for company-specific issues, the lack of liquidity inherent
in a nonpublic investment and the fact that comparable public companies are not identical to the investments being fair valued
by the Fund.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<!-- Field: Page; Sequence: 23; Value: 1 -->
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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Item
2 &ndash; Controls and Procedures</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">2(a) &ndash; &nbsp;&nbsp;&nbsp;&#9;The registrant's
principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &Prime;1940
Act&Prime;)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and
procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">2(b) &ndash; &nbsp;&nbsp;&nbsp;&#9;There were no changes
in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during
the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 3 &ndash; Exhibits</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -6pt">Certifications &ndash; Attached hereto</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">BlackRock Corporate High Yield Fund VI, Inc.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <FONT STYLE="font-size: 12pt"><U>/s/ John M. Perlowski</U></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">John M. Perlowski</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">Chief Executive Officer
(principal executive officer) of</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">BlackRock Corporate High
Yield Fund VI, Inc.</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the
registrant and in the capacities and on the dates indicated.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <FONT STYLE="font-size: 12pt"><U>/s/ John M. Perlowski</U></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">John M. Perlowski</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">Chief Executive Officer
(principal executive officer) of</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in"><FONT STYLE="font-size: 12pt">BlackRock Corporate High
Yield Fund VI, Inc.</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Neal J. Andrews</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Chief Financial Officer (principal
financial officer) of</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">BlackRock Corporate High Yield Fund VI, Inc.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 6pt 41.75pt">Date: July 25, 2013</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e54663ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="margin: 0"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 1pt solid"><B>CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER
THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Corporate High Yield Fund VI, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Corporate High Yield Fund VI, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">2.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">3.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">4.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">5.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: -0.25pt">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: -0.25pt">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">John M. Perlowski</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Corporate High Yield Fund VI, Inc.</P>

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    <!-- Field: /Page --><P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 1pt solid"><B>CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER
THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Corporate High Yield Fund VI, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Corporate High Yield Fund VI, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Neal J. Andrews</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Financial Officer (principal financial
officer) of<BR>
BlackRock Corporate High Yield Fund VI, Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">&nbsp;</P>

<P STYLE="margin: 0"></P>

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